+211.2%
WPM vs AEIS
+159.1%
+52.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.6% |
| 7D | -0.5% | +23.2% | -23.7% | -4.3% |
| 30D | -3.1% | -17.0% | +13.9% | -0.4% |
| 3M | -2.2% | -32.2% | +30.0% | +4.2% |
| 6M | -7.4% | -32.6% | +25.2% | -2.8% |
| YTD | +12.6% | +9.4% | +3.3% | +9.0% |
| 1Y | +22.8% | +7.7% | +15.2% | +19.0% |
| All | +211.2% | +159.1% | +52.1% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling